Update Inverse Matrix
by Yi Cao
18 Dec 2007
(Updated 19 Feb 2008)
update inverse of matrix after appending or reducing one coulmn and one row.
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| File Information |
| Description |
Inverse calculation is expensive. However, if updating the inverse of a matrix appending or reducing one coulm and one row can be performed much fast. This package includes two small tools, invupdateapp and invupdatered, to update inverse much faster than directly calculation of the inverse. It is based on the block matrix formular. Other rank 1 update functions in MATLAB are qrupdate and cholupdate.
Both functions have been updated to improve performance and functionality. |
| Acknowledgements |
This submission has inspired the following:
Pseudo-Inverse Update
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| MATLAB release |
MATLAB 7.5 (R2007b)
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| Comments and Ratings (2) |
| 19 Jun 2008 |
manish chopra
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| 05 Apr 2009 |
V. Poor
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| Updates |
| 19 Dec 2007 |
Improve performence and functionality |
| 20 Dec 2007 |
Change Category. |
| 20 Dec 2007 |
Update help message. |
| 19 Feb 2008 |
update description |
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